-52.8%
ORN vs VT
+345.0%
-397.8%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | -4.1% | -8.0% | -7.0% |
| 7D | -24.4% | -4.2% | -20.2% | -20.0% |
| 30D | -26.4% | -5.8% | -20.6% | -20.4% |
| 3M | -33.3% | -5.2% | -28.1% | -28.3% |
| 6M | -55.4% | +0.1% | -55.6% | -54.9% |
| YTD | -30.7% | +8.2% | -38.9% | -35.9% |
| 1Y | -37.4% | +10.1% | -47.5% | -43.0% |
| 3Y | +56.2% | +69.7% | -13.4% | -13.7% |
| 5Y | +57.3% | +53.4% | +3.9% | -3.7% |
| 10Y | -13.9% | +219.2% | -233.1% | -78.5% |
| All | -52.8% | +345.0% | -397.8% | -92.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling